ea · 100-run average
Ultimate Breakout System
🏆 4 wins / 100 · Profit rank #7 · DD rank #7
$16.69
1.67%
10.27%
26.65%
4 / 100
57.34%
$1668.91
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #7 of 10 — 4 wins, $16.69 average profit, 28 top-three finishes.
Strategy-family context: Overall gains reflected responded to the market conditions present during this simulation when market conditions aligned with its design.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 26.65%, spread 21.36%), though 57 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $510.83).
Best Environment
Weakest Environment
Suitable For
Performance across 100 markets
Per-run results showing how this EA behaved in each independent market scenario.
| Run | Net P/L | Return | Max DD | Win % | Trades | Position |
|---|---|---|---|---|---|---|
| #1 | -187.85 | -18.79% | 21.33% | 7.90% | 747 | #10 |
| #2 | 153.55 | 15.36% | 6.30% | 77.02% | 644 | #4 |
| #3 | 6.94 | 0.69% | 9.68% | 84.90% | 735 | #3 |
| #4 | 135.10 | 13.51% | 7.05% | 86.58% | 760 | #2 |
| #5 | 101.54 | 10.15% | 8.17% | 87.41% | 794 | #5 |
| #6 | -7.77 | -0.78% | 8.38% | 20.60% | 728 | #4 |
| #7 | 167.53 | 16.75% | 7.74% | 88.62% | 738 | #3 |
| #8 | -38.68 | -3.87% | 11.41% | 30.50% | 718 | #8 |
| #9 | 119.67 | 11.97% | 8.17% | 92.96% | 753 | #3 |
| #10 | 116.23 | 11.62% | 7.40% | 86.29% | 744 | #5 |
| #11 | 59.36 | 5.94% | 8.35% | 84.44% | 617 | #5 |
| #12 | 14.62 | 1.46% | 6.84% | 55.84% | 471 | #8 |
| #13 | 189.17 | 18.92% | 10.57% | 86.98% | 799 | #2 |
| #14 | -49.76 | -4.98% | 9.64% | 14.29% | 637 | #7 |
| #15 | 144.27 | 14.43% | 8.94% | 84.94% | 644 | #3 |
| #16 | -33.35 | -3.34% | 8.61% | 17.26% | 753 | #9 |
| #17 | 40.87 | 4.09% | 8.38% | 75.85% | 650 | #5 |
| #18 | 112.49 | 11.25% | 7.39% | 79.07% | 707 | #4 |
| #19 | -22.80 | -2.28% | 8.51% | 9.82% | 733 | #7 |
| #20 | -109.56 | -10.96% | 12.36% | 13.01% | 707 | #10 |
| #21 | -137.86 | -13.79% | 13.93% | 22.94% | 850 | #9 |
| #22 | -167.64 | -16.76% | 19.50% | 14.99% | 694 | #9 |
| #23 | 147.22 | 14.72% | 7.72% | 87.59% | 733 | #2 |
| #24 | 176.28 | 17.63% | 8.49% | 86.90% | 519 | #3 |
| #25 | 63.58 | 6.36% | 7.47% | 78.90% | 526 | #5 |
| #26 | -134.56 | -13.46% | 15.75% | 35.14% | 666 | #9 |
| #27 | 54.79 | 5.48% | 7.17% | 82.96% | 845 | #7 |
| #28 | -126.47 | -12.65% | 12.68% | 40.95% | 740 | #8 |
| #29 | -7.74 | -0.77% | 9.05% | 40.65% | 492 | #8 |
| #30 | 72.12 | 7.21% | 7.45% | 82.10% | 704 | #4 |
| #31 | -5.94 | -0.59% | 9.15% | 20.67% | 716 | #7 |
| #32 | -27.34 | -2.73% | 8.15% | 31.68% | 726 | #8 |
| #33 | 49.00 | 4.90% | 7.74% | 88.92% | 776 | #4 |
| #34 | 220.61 | 22.06% | 7.26% | 88.78% | 624 | Winner |
| #35 | -165.31 | -16.53% | 17.37% | 34.03% | 717 | #10 |
| #36 | 2.59 | 0.26% | 8.44% | 42.44% | 516 | #9 |
| #37 | -57.16 | -5.72% | 10.37% | 23.72% | 704 | #6 |
| #38 | -42.89 | -4.29% | 8.54% | 22.68% | 635 | #4 |
| #39 | -144.42 | -14.44% | 16.44% | 34.36% | 681 | #9 |
| #40 | -265.31 | -26.53% | 26.65% | 23.88% | 804 | #10 |
| #41 | -28.60 | -2.86% | 8.50% | 22.10% | 647 | #8 |
| #42 | -167.69 | -16.77% | 16.77% | 23.65% | 706 | #9 |
| #43 | -133.78 | -13.38% | 16.62% | 18.67% | 648 | #10 |
| #44 | -82.96 | -8.30% | 11.57% | 36.99% | 584 | #6 |
| #45 | -59.09 | -5.91% | 9.50% | 11.73% | 716 | #7 |
| #46 | -19.39 | -1.94% | 8.25% | 21.99% | 573 | #8 |
| #47 | 73.37 | 7.34% | 9.01% | 89.72% | 710 | #6 |
| #48 | 83.42 | 8.34% | 8.59% | 79.57% | 700 | #5 |
| #49 | 154.83 | 15.48% | 8.28% | 91.36% | 648 | #3 |
| #50 | 65.46 | 6.55% | 8.24% | 77.53% | 623 | #3 |
| #51 | -55.11 | -5.51% | 10.21% | 27.96% | 633 | #8 |
| #52 | 176.49 | 17.65% | 8.99% | 84.43% | 790 | #2 |
| #53 | -153.72 | -15.37% | 15.79% | 38.43% | 700 | #8 |
| #54 | 229.65 | 22.97% | 6.11% | 87.45% | 701 | Winner |
| #55 | 96.69 | 9.67% | 8.36% | 77.74% | 674 | #5 |
| #56 | -12.10 | -1.21% | 8.31% | 29.65% | 479 | #7 |
| #57 | 26.49 | 2.65% | 8.74% | 78.02% | 496 | #6 |
| #58 | -138.54 | -13.85% | 17.12% | 25.47% | 632 | #9 |
| #59 | 245.52 | 24.55% | 7.32% | 88.82% | 769 | #2 |
| #60 | 127.71 | 12.77% | 9.27% | 76.69% | 652 | #3 |
| #61 | 78.69 | 7.87% | 7.67% | 86.03% | 551 | #6 |
| #62 | 179.81 | 17.98% | 9.18% | 89.29% | 672 | #2 |
| #63 | -17.83 | -1.78% | 7.88% | 43.80% | 710 | #7 |
| #64 | 84.31 | 8.43% | 10.87% | 88.53% | 750 | #4 |
| #65 | -143.56 | -14.36% | 15.66% | 36.45% | 705 | #7 |
| #66 | -106.25 | -10.63% | 10.97% | 20.85% | 705 | #9 |
| #67 | 50.56 | 5.06% | 7.89% | 95.50% | 777 | #3 |
| #68 | 25.09 | 2.51% | 8.07% | 76.68% | 699 | #5 |
| #69 | 37.01 | 3.70% | 7.76% | 77.01% | 622 | #5 |
| #70 | 175.47 | 17.55% | 9.38% | 84.94% | 697 | #3 |
| #71 | 144.93 | 14.49% | 6.46% | 86.16% | 643 | #4 |
| #72 | 38.21 | 3.82% | 8.29% | 90.02% | 601 | #7 |
| #73 | 92.34 | 9.23% | 7.43% | 77.91% | 661 | #3 |
| #74 | 131.47 | 13.15% | 7.77% | 88.08% | 713 | #4 |
| #75 | 134.05 | 13.41% | 7.40% | 77.37% | 654 | #2 |
| #76 | -104.48 | -10.45% | 13.92% | 21.63% | 652 | #9 |
| #77 | 149.24 | 14.92% | 8.06% | 81.66% | 518 | #3 |
| #78 | 29.35 | 2.94% | 8.07% | 78.02% | 778 | #5 |
| #79 | -162.81 | -16.28% | 16.78% | 38.60% | 741 | #9 |
| #80 | -170.40 | -17.04% | 20.65% | 7.46% | 710 | #9 |
| #81 | 156.34 | 15.63% | 7.15% | 89.15% | 636 | #5 |
| #82 | -54.60 | -5.46% | 7.79% | 21.83% | 623 | #7 |
| #83 | -146.70 | -14.67% | 14.67% | 30.42% | 766 | #8 |
| #84 | -152.72 | -15.27% | 16.16% | 34.70% | 732 | #10 |
| #85 | 46.90 | 4.69% | 10.06% | 73.92% | 579 | #5 |
| #86 | -41.66 | -4.17% | 8.12% | 5.40% | 797 | #9 |
| #87 | 103.16 | 10.32% | 7.83% | 85.16% | 728 | #3 |
| #88 | 201.19 | 20.12% | 7.92% | 80.93% | 708 | Winner |
| #89 | 184.54 | 18.45% | 5.29% | 89.09% | 614 | Winner |
| #90 | 18.18 | 1.82% | 7.62% | 77.96% | 776 | #6 |
| #91 | 119.06 | 11.91% | 6.54% | 84.47% | 721 | #3 |
| #92 | -139.23 | -13.92% | 15.14% | 16.71% | 700 | #10 |
| #93 | -200.21 | -20.02% | 20.50% | 10.56% | 540 | #9 |
| #94 | 29.50 | 2.95% | 8.83% | 81.58% | 619 | #4 |
| #95 | 111.19 | 11.12% | 6.48% | 93.57% | 747 | #3 |
| #96 | 4.99 | 0.50% | 7.75% | 43.93% | 494 | #7 |
| #97 | 108.04 | 10.80% | 9.20% | 89.37% | 743 | #2 |
| #98 | -53.79 | -5.38% | 9.07% | 18.07% | 758 | #8 |
| #99 | 112.66 | 11.27% | 7.40% | 90.61% | 618 | #2 |
| #100 | -226.90 | -22.69% | 23.06% | 14.36% | 738 | #10 |